Can you provide step by step of verification of ISO with checksum files for Windows?

What application do I enter the commands in the instructions? Powershell, command prompt or terminal? I want to make sure I get it right.

I guess WSL should allow you to use the official instructions as is.

You can use the Get-FileHash PowerShell commandlet to calculate a hash value of any file.

For instance, to calculate the sha256 hash for a file, run:

Get-FileHash C:\Downloads\Fedora-Workstation-Live-x86_64-41-1.4.iso -Algorithm SHA256 | Format-List